+282.9%
SHW vs EPAM
+66.7%
+216.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +0.9% |
| 7D | -3.2% | +2.0% | -5.2% | -3.6% |
| 30D | -9.5% | +6.5% | -16.0% | -11.0% |
| 3M | +11.5% | +19.9% | -8.5% | +6.4% |
| 6M | -3.5% | -16.9% | +13.4% | -1.1% |
| YTD | +3.7% | -42.9% | +46.6% | +14.0% |
| 1Y | -7.9% | -30.4% | +22.5% | -3.5% |
| 3Y | +24.7% | -54.7% | +79.4% | +38.9% |
| 5Y | +13.6% | -81.8% | +95.4% | +48.2% |
| All | +282.9% | +66.7% | +216.2% | +144.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EPAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling